+170.9%
PANW vs PCOR
-17.1%
+188.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.2% |
| 7D | -6.9% | -6.9% | 0.0% | -4.6% |
| 30D | -7.4% | -1.5% | -5.8% | -6.9% |
| 3M | +26.5% | +18.5% | +8.0% | +18.7% |
| 6M | +104.2% | -4.7% | +108.8% | +105.0% |
| YTD | +82.9% | -22.8% | +105.7% | +96.4% |
| 1Y | +70.7% | -20.7% | +91.5% | +80.5% |
| 3Y | +170.9% | -14.6% | +185.5% | +179.3% |
| All | +170.9% | -17.1% | +188.0% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling